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NBDS vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NBDS and SCHG is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

NBDS vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Disrupters ETF (NBDS) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NBDS:

0.19

SCHG:

0.61

Sortino Ratio

NBDS:

0.44

SCHG:

1.02

Omega Ratio

NBDS:

1.06

SCHG:

1.14

Calmar Ratio

NBDS:

0.17

SCHG:

0.66

Martin Ratio

NBDS:

0.54

SCHG:

2.18

Ulcer Index

NBDS:

9.17%

SCHG:

7.12%

Daily Std Dev

NBDS:

32.19%

SCHG:

25.37%

Max Drawdown

NBDS:

-29.81%

SCHG:

-34.59%

Current Drawdown

NBDS:

-6.02%

SCHG:

-5.09%

Returns By Period

In the year-to-date period, NBDS achieves a 3.97% return, which is significantly higher than SCHG's -0.90% return.


NBDS

YTD

3.97%

1M

12.63%

6M

1.26%

1Y

6.02%

3Y*

16.07%

5Y*

N/A

10Y*

N/A

SCHG

YTD

-0.90%

1M

8.58%

6M

0.32%

1Y

15.40%

3Y*

20.90%

5Y*

18.26%

10Y*

15.86%

*Annualized

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Neuberger Berman Disrupters ETF

Schwab U.S. Large-Cap Growth ETF

NBDS vs. SCHG - Expense Ratio Comparison

NBDS has a 0.55% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NBDS vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NBDS
The Risk-Adjusted Performance Rank of NBDS is 2424
Overall Rank
The Sharpe Ratio Rank of NBDS is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of NBDS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of NBDS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of NBDS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of NBDS is 2424
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5858
Overall Rank
The Sharpe Ratio Rank of SCHG is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NBDS vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Disrupters ETF (NBDS) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current NBDS Sharpe Ratio is 0.19, which is lower than the SCHG Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of NBDS and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NBDS vs. SCHG - Dividend Comparison

NBDS has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.


TTM20242023202220212020201920182017201620152014
NBDS
Neuberger Berman Disrupters ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.41%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

NBDS vs. SCHG - Drawdown Comparison

The maximum NBDS drawdown since its inception was -29.81%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for NBDS and SCHG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NBDS vs. SCHG - Volatility Comparison

Neuberger Berman Disrupters ETF (NBDS) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.98% and 5.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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